Emanuele Bacchiocchi

University of Bologna - Department of Economics

Bologna

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

216

TOTAL CITATIONS

1

Scholarly Papers (4)

1.

Locally- But Not Globally-Identified SVARs

Quaderni - Working Paper DSE N° 1171, 2022
Number of pages: 65 Posted: 14 Jun 2022
Emanuele Bacchiocchi and Toru Kitagawa
University of Bologna - Department of Economics and Brown University
Downloads 85 (607,423)
Citation 1

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Local identification, Bayesian inference, Markov Chain Monte Carlo, robust Bayesian inference, frequentist inference, multi-modal posterior

Macroeconomic Spillovers of Weather Shocks across U.S. States

Number of pages: 43 Posted: 11 Apr 2024 Last Revised: 23 May 2024
Emanuele Bacchiocchi, Andrea Bastianin and Graziano Moramarco
University of Bologna - Department of Economics, University of Milan and University of Bologna - Department of Economics
Downloads 45 (850,614)

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Global VAR, natural disasters, spillovers, weather shocks, United States, climate change

Macroeconomic Spillovers of Weather Shocks across U.S. States

FEEM Working Paper No. 09.2024
Number of pages: 34 Posted: 24 Jul 2024
Emanuele Bacchiocchi, Andrea Bastianin and Graziano Moramarco
University of Bologna - Department of Economics, University of Milan and University of Bologna - Department of Economics
Downloads 20 (1,108,491)

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Global VAR, natural disasters, spillovers, weather shocks, United States, climate change

3.

Uncertainty spill-overs: when policy and financial realms overlap

Quaderni - Working Paper DSE N° 1174
Number of pages: 58 Posted: 10 Aug 2022
Emanuele Bacchiocchi and Catalin Dragomirescu-Gaina
University of Bologna - Department of Economics and Catholic University of Milan
Downloads 58 (741,938)

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policy uncertainty, financial integration, global VAR, unconventional monetary policy

4.

Partially identified heteroskedastic SVARs

FEEM Working Paper No. 15.2024
Number of pages: 83 Posted: 24 Jul 2024
Emanuele Bacchiocchi, Andrea Bastianin, Toru Kitagawa and Elisabetta Mirto
University of Bologna - Department of Economics, University of Milan, Brown University and University of Milan
Downloads 8 (1,224,360)

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Heteroskedastic SVAR, point and set identification, robust Bayesian approach C11